There are two categories, with no good explanation. Some cannot build pressure, no matter what and some never have problems building pressure.
It doesn't mean that there's something wrong with your car.
Someone narrowed it down where the air was just coming out of the exhaust, although he separated the intercooler from the engine, suggesting that air might go through the compressor housing into the turbine housing and out the tailpipe.
Since you have to separate all the other pipes on the inlet, you're testing the turbo, inlet, intercooler and manifold.
I think that the way a compressor works is by pressure zones, low pressure around the inlet and high pressure inside the compressor cover. I don't think that the area under the compressor wheel gets pressurized much during normal operation. When you hit it with compressed air, if some escapes by the bearings, it doesn't mean anything.
I think that in the future I'm going to test them separately and possibly skip the turbo alltogether, I think it's better that way.